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FWWFX vs. FNIDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FWWFX and FNIDX is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

FWWFX vs. FNIDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Worldwide Fund (FWWFX) and Fidelity International Sustainability Index Fd (FNIDX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-6.10%
-3.45%
FWWFX
FNIDX

Key characteristics

Sharpe Ratio

FWWFX:

0.69

FNIDX:

0.53

Sortino Ratio

FWWFX:

0.95

FNIDX:

0.82

Omega Ratio

FWWFX:

1.15

FNIDX:

1.10

Calmar Ratio

FWWFX:

0.59

FNIDX:

0.49

Martin Ratio

FWWFX:

2.76

FNIDX:

1.68

Ulcer Index

FWWFX:

5.18%

FNIDX:

4.06%

Daily Std Dev

FWWFX:

20.75%

FNIDX:

12.78%

Max Drawdown

FWWFX:

-55.76%

FNIDX:

-33.17%

Current Drawdown

FWWFX:

-14.54%

FNIDX:

-9.40%

Returns By Period

In the year-to-date period, FWWFX achieves a 2.33% return, which is significantly higher than FNIDX's -0.08% return.


FWWFX

YTD

2.33%

1M

-2.38%

6M

-6.10%

1Y

14.97%

5Y*

4.62%

10Y*

5.95%

FNIDX

YTD

-0.08%

1M

-3.05%

6M

-3.45%

1Y

8.51%

5Y*

3.29%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FWWFX vs. FNIDX - Expense Ratio Comparison

FWWFX has a 1.00% expense ratio, which is higher than FNIDX's 0.20% expense ratio.


FWWFX
Fidelity Worldwide Fund
Expense ratio chart for FWWFX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
Expense ratio chart for FNIDX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

FWWFX vs. FNIDX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FWWFX
The Risk-Adjusted Performance Rank of FWWFX is 5050
Overall Rank
The Sharpe Ratio Rank of FWWFX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of FWWFX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of FWWFX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of FWWFX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of FWWFX is 4848
Martin Ratio Rank

FNIDX
The Risk-Adjusted Performance Rank of FNIDX is 4040
Overall Rank
The Sharpe Ratio Rank of FNIDX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of FNIDX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of FNIDX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of FNIDX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of FNIDX is 3535
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FWWFX vs. FNIDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Worldwide Fund (FWWFX) and Fidelity International Sustainability Index Fd (FNIDX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for FWWFX, currently valued at 0.69, compared to the broader market-1.000.001.002.003.004.000.690.53
The chart of Sortino ratio for FWWFX, currently valued at 0.95, compared to the broader market0.002.004.006.008.0010.000.950.82
The chart of Omega ratio for FWWFX, currently valued at 1.15, compared to the broader market1.002.003.004.001.151.10
The chart of Calmar ratio for FWWFX, currently valued at 0.59, compared to the broader market0.005.0010.0015.000.590.49
The chart of Martin ratio for FWWFX, currently valued at 2.76, compared to the broader market0.0020.0040.0060.0080.002.761.68
FWWFX
FNIDX

The current FWWFX Sharpe Ratio is 0.69, which is comparable to the FNIDX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of FWWFX and FNIDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.69
0.53
FWWFX
FNIDX

Dividends

FWWFX vs. FNIDX - Dividend Comparison

FWWFX's dividend yield for the trailing twelve months is around 0.84%, less than FNIDX's 2.30% yield.


TTM20242023202220212020201920182017201620152014
FWWFX
Fidelity Worldwide Fund
0.84%0.86%0.94%0.84%0.45%0.05%0.63%0.37%0.66%0.90%4.60%11.54%
FNIDX
Fidelity International Sustainability Index Fd
2.30%2.30%2.64%2.32%1.94%1.13%2.17%2.28%0.81%0.00%0.00%0.00%

Drawdowns

FWWFX vs. FNIDX - Drawdown Comparison

The maximum FWWFX drawdown since its inception was -55.76%, which is greater than FNIDX's maximum drawdown of -33.17%. Use the drawdown chart below to compare losses from any high point for FWWFX and FNIDX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-14.54%
-9.40%
FWWFX
FNIDX

Volatility

FWWFX vs. FNIDX - Volatility Comparison

Fidelity Worldwide Fund (FWWFX) has a higher volatility of 13.51% compared to Fidelity International Sustainability Index Fd (FNIDX) at 3.44%. This indicates that FWWFX's price experiences larger fluctuations and is considered to be riskier than FNIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
13.51%
3.44%
FWWFX
FNIDX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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